Extrude Faces along Local Normals
It looks like you want the Extrude menu (AltE).

For example 1:

There are several ways to activate the Extrude region operator:


Press E
Press AltE for the Extrude menu and select it
Press the button in 3D view > Tool shelf (N) > Tools > Mesh tools > Add > Extrude Region




For example 2:

There are two ways to get this result:


Press AltE and select Region (Vertex normals)
Select Extrude region (Vertex Normals) from the extrude drop down at the top of the Add section in the Tool Shelf


You can also two operators to get the same result:


Press E (Extrude), Esc (confirm extrude, cancel transform) and then Alt+S (Scale along normals).




For example 3:

There are a couple ways to activate the Extrude Individual operator:


Press Alt+E > Extrude individual faces.
Press the button in 3D view > Tool shelf (N) > Tools > Mesh tools > Add > Extrude Individual




Local orientation

Note that in blender, the Local orientation is based on the rotation of the object. The above methods use the normals of the extruded geometry, however if you want to extrude along the objects' local orientation you must do something slightly different:


Set the transform orientation to Local in 3D view > Header:


With the geometry you want to extrude selected, press E and then Esc to cancel the transform. If you are in face select mode you will notice you can see the indicators for faces where the new faces have been created:


Press SShiftZShiftZ and move the mouse:

Shift locks the axis that is specified, so if the other key pressed is Z, it will scale only on the X and Y axes.

Pressing ShiftZ twice ensures that the objects' local orientation is being used. Global orientation is always used by default (first keypress), and then the orientation specified in the header is used after the same axis constraints are specified again (second keypress).


Note that you can also use this technique for extruding along the Normals the same as the first methods, just select Normal as the orientation in the header instead of Local.